My policy is to lock up or take with me any accessories on the bike worth more than about $50. That means I usually leave my SuperFlash on the bike, as well as my pump. But I always take my $120 Dinotte headlight and Garmin Edge 305 with me. So far no one has taken the rear blinky or pump.

My philosophy is if I can get away with that for a year or more, the convenience factor will likely be worth it even if someone eventually does steal my SuperFlash or pump.

Scott